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I'm first trying to get an EA to work with a marketmaker broker because they have a simple pricing model.  Once I can get this to work then I'll try to understand ECN trading.  I think the main difference is that a marketmaker guarantees fills at a published price for a certain time (unless they have a serious problem with liquidity).  Every price has a "time to live" during which they will automatically execute a limit order.  This "time to live" might only be a few seconds but it means there is less chance of entry slippage with a marketmaker (an order is either filled or killed). This makes system development a bit easier.